Narrow search
Showing 1 - 3 of 3
Cover Image
Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10008314443
Cover Image
Multivariate location–scale mixtures of normals and mean–variance–skewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-122
Persistent link: https://www.econbiz.de/10008883203
Cover Image
Multivariate locationscale mixtures of normals and meanvarianceskewness portfolio allocation
Mencía, Javier; Sentana, Enrique - In: Journal of econometrics 153 (2009) 2, pp. 105-121
Persistent link: https://www.econbiz.de/10003920279